Quantitative and empirical analysis of energy markets /
Apostolos Serletis.
- Revised edition.
- xii, 326 páginas : ilustraciones, gráficas, tablas ; 23 cm.
- World scientific series on energy and resource economics ; 10 .
Incluye referencias bibliográficas (páginas 301-316) e índice.
Part 1: Crude oil markets: 1. Unit root behaviour in energy futures prices ; 2. Rational expectations, risk and efficiency in energy futures markets ; 3. Maturity effects in energy futures ; 4. Business cycles and the behavior of energy prices ; 5. A cointegration analysis of petroleum futures prices -- Part 2: Natural gas markets: 6. Is there an east west split in North American natural gas markets? ; 7. Business cycles and natural gas prices ; 8. Futures trading and the storage of North American natural gas -- Part 3: Electricity Markets: 9. Power trade on the Alberta-BC Interconnection ; 10. Imports, exports, and prices in Alberta's deregulated power market ; 11. Cointegration analysis of power prices in the western North American markets -- Part 4: Crude oil, natural gas, and electricity markets: 12. The cyclical behavior of monthly NYMEX energy prices ; 13. The message in North American energy prices ; 14. Testing for common features in North American energy markets -- Part 5: Volatility modelling in energy markets: 15. Returns and volatility in the NYMEX Henry Hub natural gas futures market ; 16. Measuring and testing natural gas and electricity markets volatility: evidence from Alberta's deregulated markets ; 17. Volatility in oil prices and manufacturing activity: an investigation of real options -- Part 6: Chaos, Fractals, and Random Modulations in Energy Markets: 18. The North American natural gas liquids markets are chaotic ;19. Random fractal structures in North American energy markets ; 20 The hurst exponent in energy futures prices ; 21 Randomly Mmodulated periodic signals in Alberta's electricity Mmarket.
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Industria energética--Modelos econométricos Energías renovables--Modelos econométricos